BSI Steel Ltd EGARCH Volatility Analysis
This asset is not actively trading
Parameter Estimates
| param | t-stat | |
|---|---|---|
| 0.2179 | 8.74 | |
| 0.1850 | 15.24 | |
| 0.9385 | 156.97 | |
| -0.0814 | -4.51 |
Estimation Period:
Oct 24, 2007 to Feb 16, 2018
Oct 24, 2007 to Feb 16, 2018
News Impact Curve
Volatility Forecasts
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